Stochastic Volatility: Selected Readings

Stochastic Volatility: Selected Readings Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility. Wydawnictwo: Oxford University Press Rok wydania: 2005 Okładka: miękka Liczba stron: 536 Wymiary: 23.6 x 15.8 x 3 cm Ilustracje: numerous figures and tables Język: angielski ISBN: 9780199257201